Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-01 0.352367 0.386351 0.423580 0.467650 0.518730 0.576487 0.647330
2025-06-08 0.318714 0.364016 0.416784 0.483639 0.567339 0.670431 0.809921
2025-06-15 0.290657 0.341960 0.404492 0.487953 0.599078 0.746099 0.963063
2025-06-22 0.266596 0.320869 0.389395 0.484749 0.618340 0.806289 1.106247
2025-06-29 0.247557 0.303584 0.376431 0.481462 0.635311 0.864148 1.257465
2025-07-06 0.227837 0.283339 0.357121 0.466442 0.632286 0.890330 1.362428
2025-07-13 0.218651 0.276184 0.354590 0.474442 0.663847 0.974921 1.590232
2025-07-20 0.210256 0.269274 0.351511 0.480833 0.693129 1.060343 1.845826
2025-07-27 0.200293 0.259346 0.343109 0.477903 0.706270 1.119110 2.065778
2025-08-03 0.192812 0.252380 0.338382 0.480031 0.727899 1.197296 2.358939
2025-08-10 0.181494 0.239141 0.323277 0.463861 0.714922 1.204768 2.480200
2025-08-17 0.170817 0.226287 0.307963 0.446060 0.696887 1.198751 2.564306
2025-08-24 0.165017 0.220573 0.303599 0.446818 0.714596 1.274478 2.924279
2025-08-31 0.162755 0.219993 0.307136 0.461328 0.760628 1.424150 3.610920
2025-09-07 0.158377 0.215914 0.304774 0.465156 0.785887 1.531850 4.241507
2025-09-14 0.152957 0.209929 0.298915 0.462082 0.796340 1.605281 4.803950
2025-09-21 0.147941 0.204321 0.293322 0.458978 0.806274 1.680180 5.451302
2025-09-28 0.141244 0.195771 0.282369 0.444946 0.790401 1.679946 5.730649
2025-10-05 0.138880 0.193997 0.282696 0.452405 0.823978 1.832289 7.054786
2025-10-12 0.136387 0.191883 0.282292 0.458365 0.855000 1.987963 8.708612
2025-10-19 0.132600 0.187497 0.277707 0.455630 0.864765 2.078708 10.098255
2025-10-26 0.129794 0.184598 0.275557 0.457614 0.886530 2.218842 12.333640
2025-11-02 0.124487 0.177375 0.265436 0.442524 0.863013 2.188971 12.752335